So it was to their credit that they produced a sterling defensive performance, exemplified by centre-back Jack O'Connell.

For more than an hour they frustrated a team able to call on an England striker, and other attacking talents of the calibre of Mahrez and Kelechi Iheanacho.

They had just 31% possession but still gave the Foxes a couple of scares, including when Stevens' goalbound shot was diverted behind by Harry Maguire.

If being thwarted by one of their ex-players hurt, it paled in comparison to the pain they will have felt when former Sheffield Wednesday youth-teamer Vardy hit the net.

But the travelling fans can be proud of a spirited display, which underlined the strength in their squad as they fight for a place in the top flight.

"We gave a good account of ourselves, but we are disappointed," said Wilder.

"We have performed great all season, the consistency levels have been great. To not be overrun here gives us great heart, and we need a great run in the league, which that has to be our priority.

"All I ask is we always leave everything out there on the pitch, and we need to push on now."

Man of the match - Jack O'Connell (Sheffield United)

The 23-year-old made more clearances (five) and won the ball back more than any team-mate in a display of maturity and focus - which also saw him have the most touches of the ball and the second-most passes for the visitors.

Vardy can't stop scoring - the stats

Vardy has scored in five consecutive games for Leicester for the first time since October 2015 (seven games).

Sheffield United have now failed to score in five consecutive FA Cup meetings with Leicester since they beat them 3-1 in January 1950.

Indeed, the Foxes are unbeaten in their past six competitive meetings with the Blades (W4 D2), winning three in a row over them for the first time.

Puel's side have gone seven home games without a defeat in all competitions (W4 D3), their longest such run since May 2017 (eight matches).

The Blades have lost back-to-back FA Cup encounters with Premier League opponents without scoring a single goal for the first time since January 1995. They had suffered just one loss in their previous five against top flight sides prior to this, scoring each time (W3 D1).

Mahrez has been directly involved in six goals in his past five appearances at the King Power Stadium (two goals, four assists) in all competitions, as many as his previous 17 combined.

What's next?

Leicester host Stoke City in the Premier League on Saturday, 24 February (12:30 GMT), while Sheffield United host QPR in the Championship on Tuesday, 20 February (19:45 GMT).